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Do hedge funds arbitrage on asset growth, earnings momentum and equity financing anomalies?
Lawson, Daniel T.; Schwartz, Robert L. - In: International journal of economics and finance 10 (2018) 9, pp. 38-45
Persistent link: https://www.econbiz.de/10011906035
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Inflation and individual equities
Ang, Andrew; Brière, Marie; Signori, Ombretta - 2012
Persistent link: https://www.econbiz.de/10009501844
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Inflation tracking portfolios
Downing, Christopher T.; Longstaff, Francis A.; … - 2012
Persistent link: https://www.econbiz.de/10009554460
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Carry trade and systemic risk : why are FX options so cheap?
Caballero, Ricardo J.; Doyle, Joseph B. - 2012
Persistent link: https://www.econbiz.de/10009697973
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An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila; Lo, Andrew W.; Makarov, Igor - 2003
Persistent link: https://www.econbiz.de/10001748919
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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Hedge funds with style
Brown, Stephen J.; Goetzmann, William N. - 2001
Persistent link: https://www.econbiz.de/10001567349
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Hedge funds and market anomalies
Lawson, Daniel T.; Boldin, Robert J.; Økland, Tore - In: International journal of economics and finance 7 (2015) 6, pp. 17-24
Persistent link: https://www.econbiz.de/10011292408
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Hedge funds and earnings momentum
Lawson, Daniel T. - In: International journal of economics and finance 9 (2017) 10, pp. 40-45
Persistent link: https://www.econbiz.de/10011763365
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Type of traders' effect on risk and return : the case of Egyptian stock exchange
Dawood, Aly Saad Mohamed; El-Giziry, Khairy - In: International journal of economics and finance 8 (2016) 2, pp. 256-268
Persistent link: https://www.econbiz.de/10011446687